-42.5%
PDD vs DD
+33.0%
-75.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -1.0% | +2.2% | -3.2% | -1.5% |
| 30D | -2.4% | +20.7% | -23.1% | -7.8% |
| 3M | -14.6% | +11.3% | -25.9% | -17.2% |
| 6M | -19.6% | +6.0% | -25.6% | -20.5% |
| YTD | -30.0% | +31.7% | -61.7% | -39.2% |
| 1Y | -42.5% | +32.2% | -74.8% | -50.4% |
| All | -42.5% | +33.0% | -75.6% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling